APA (7th ed.) Citation

Branger, N. Can tests based on option hedging errors correctly identify volatility risk premia? Journal of financial and quantitative analysis.

Chicago Style (17th ed.) Citation

Branger, Nicoles. "Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?" Journal of Financial and Quantitative Analysis .

MLA (9th ed.) Citation

Branger, Nicoles. "Can Tests Based on Option Hedging Errors Correctly Identify Volatility Risk Premia?" Journal of Financial and Quantitative Analysis, .